Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-05 0.432114 0.480155 0.533957 0.599214 0.676956 0.767563 0.882589
2025-10-12 0.395605 0.461101 0.540048 0.644119 0.780731 0.958597 1.216166
2025-10-19 0.349419 0.420165 0.509723 0.634835 0.811154 1.061346 1.465812
2025-10-26 0.319170 0.393590 0.491669 0.635607 0.851587 1.183521 1.781964
2025-11-02 0.288909 0.362767 0.462992 0.615576 0.855852 1.249551 2.028471
2025-11-09 0.260283 0.331013 0.429008 0.582223 0.832308 1.262745 2.180688
2025-11-16 0.243652 0.314192 0.414181 0.575231 0.849101 1.348605 2.517440
2025-11-23 0.237834 0.311937 0.419980 0.600645 0.924608 1.563414 3.271590
2025-11-30 0.226467 0.300548 0.410716 0.599930 0.952683 1.690925 3.892934
2025-12-07 0.214204 0.286874 0.396616 0.589121 0.959432 1.773697 4.448102
2025-12-14 0.202814 0.273735 0.382253 0.576126 0.959508 1.841100 5.015993
2025-12-21 0.192843 0.262135 0.369455 0.564484 0.960355 1.911062 5.673462
2025-12-28 0.190469 0.262601 0.377069 0.592435 1.054028 2.271887 8.300654
2026-01-04 0.191013 0.267659 0.392764 0.638014 1.199897 2.875653 14.568687
2026-01-11 0.182534 0.257609 0.381687 0.629472 1.214987 3.068941 18.807220
2026-01-18 0.176271 0.250783 0.375690 0.630501 1.254836 3.381103 27.091927
2026-01-25 0.167489 0.239300 0.360581 0.610817 1.236072 3.453901 32.860077
2026-02-01 0.157450 0.225269 0.340090 0.577884 1.175933 3.326601 33.681390
2026-02-08 0.151790 0.218328 0.332048 0.570987 1.187359 3.528220 46.923293
2026-02-15 0.150843 0.219259 0.338403 0.596132 1.296649 4.290422 126.167193
2026-02-22 0.146601 0.214320 0.333472 0.595428 1.328962 4.694483 283.957893
2026-03-01 0.141413 0.207509 0.324587 0.584740 1.327830 4.908253 612.712695
2026-03-08 0.136286 0.200595 0.315136 0.571887 1.317456 5.062909 1611.984372